Optimal and suboptimal solutions for a kind of decentralized filtering problems (Q1176001)

The authors consider a discrete linear large-scale system \[ x(k+1)=F(k)x(k)+B(k)w(k),\leqno(1) \] \[ z_ i(k)=C_ i(k)x(k)+v_ i(k),\leqno(2) \] \(i=1,\dots,N\), consisting of \(N\) subsystems of the form \[ x_ i(k+1)=F_ i(k)x_ i(k)+B_ i(k)w_ i(k), i=1,\dots,N,\leqno(3) \] \[ z_ i(k)=H_ i(k)x_ i(k)+v_ i(k), i=1,\dots,N.\leqno(4) \] The authors present a method of constructing the global optimal and suboptimal filters for system (1-2) under the assumption that a local optimal filter for subsystems (3-4) is given.